Dear all,
I have a trivariate model (say x1 x2 x3) and would like to test the
following restriction after performing VEC:
coefficient of adjusmtment in the first equation (of x1) times the
coefficent of x2 in the cointegration vector = zero
I tried to use testnl, however, the test doesn't recognize the cointegration
vector as an equation. when running the command estimates table after VEC i
get three euqation only (the VEC equations) and no cointegration equation.
Anybody knows the name attached to the cointegration eqaution by Stata? I
tried the following restriction in "testnl" but it didn't recognize _ce1 as
an equation:
testnl [_ce1]x2*[D_x1]l._ce1=0
I would appreciate your help,
Aamer
---------------------------------------------
Aamer S. Abu-Qarn, Ph.D.
Economics Department
Ben-Gurion University
P.O. Box 653
Beer-Sheva, 84105, Israel
Tel. +972-8-6472296
Fax +972-8-6472941
[email protected]
---------------------------------------------
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
